+1,079.5%
MPC vs IOVA
+34.0%
+1,045.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.5% |
| 7D | -16.2% | -5.2% | -11.0% | -15.9% |
| 30D | -15.7% | -37.8% | +22.1% | -13.8% |
| 3M | +24.9% | +29.5% | -4.6% | +21.0% |
| 6M | +52.7% | +96.6% | -43.9% | +42.1% |
| YTD | +131.9% | +194.5% | -62.6% | +106.8% |
| 1Y | +96.6% | +248.1% | -151.4% | +72.6% |
| 3Y | +163.8% | +86.1% | +77.7% | +124.5% |
| 5Y | +533.1% | -67.8% | +601.0% | +491.1% |
| All | +1,079.5% | +34.0% | +1,045.5% | +834.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling